CME Canadian Dollar Future September 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	0.7826	0.7796	-0.0030	-0.4%	0.7733
High	0.7844	0.7804	-0.0040	-0.5%	0.7902
Low	0.7789	0.7768	-0.0021	-0.3%	0.7703
Close	0.7813	0.7781	-0.0032	-0.4%	0.7836
Range	0.0055	0.0036	-0.0019	-34.5%	0.0199
ATR	0.0069	0.0067	-0.0002	-2.5%	0.0000
Volume	60,035	55,235	-4,800	-8.0%	220,900

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7873	0.7801
R3	0.7856	0.7837	0.7791
R2	0.7820	0.7820	0.7788
R1	0.7801	0.7801	0.7784	0.7793
PP	0.7784	0.7784	0.7784	0.7780
S1	0.7765	0.7765	0.7778	0.7757
S2	0.7748	0.7748	0.7774
S3	0.7712	0.7729	0.7771
S4	0.7676	0.7693	0.7761

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8411	0.8322	0.7945
R3	0.8212	0.8123	0.7891
R2	0.8013	0.8013	0.7872
R1	0.7924	0.7924	0.7854	0.7969
PP	0.7814	0.7814	0.7814	0.7836
S1	0.7725	0.7725	0.7818	0.7770
S2	0.7615	0.7615	0.7800
S3	0.7416	0.7526	0.7781
S4	0.7217	0.7327	0.7727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7902	0.7768	0.0134	1.7%	0.0058	0.7%	10%	False	True	60,035
10	0.7902	0.7609	0.0293	3.8%	0.0067	0.9%	59%	False	False	34,556
20	0.7902	0.7587	0.0315	4.0%	0.0064	0.8%	62%	False	False	17,907
40	0.8018	0.7587	0.0431	5.5%	0.0065	0.8%	45%	False	False	9,115
60	0.8018	0.7529	0.0489	6.3%	0.0066	0.8%	52%	False	False	6,114
80	0.8018	0.7222	0.0796	10.2%	0.0065	0.8%	70%	False	False	4,607
100	0.8018	0.6993	0.1025	13.2%	0.0065	0.8%	77%	False	False	3,692
120	0.8018	0.6842	0.1176	15.1%	0.0060	0.8%	80%	False	False	3,091

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.7957
2.618	0.7898
1.618	0.7862
1.000	0.7840
0.618	0.7826
HIGH	0.7804
0.618	0.7790
0.500	0.7786
0.382	0.7782
LOW	0.7768
0.618	0.7746
1.000	0.7732
1.618	0.7710
2.618	0.7674
4.250	0.7615

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	0.7786	0.7834
PP	0.7784	0.7816
S1	0.7783	0.7799

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These figures are updated between 7pm and 10pm EST after a trading day.

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